生成时间：2026-03-18 17:22 UTC
结论：park / evidence pool
ema_psar_long: base≈-3.68% / BOS≈-5.46% / BOS+FVG≈-0.11% / BOS+VI≈0.00%；fib_retest_long: base≈1.17% / BOS≈-0.10% / BOS+FVG≈0.28% / BOS+VI≈0.00%；breakout_short: base≈-3.55% / BOS≈-3.55% / BOS+FVG≈-3.25% / BOS+VI≈0.00%
最小 clean replication 没把 Rank 60 推进到候选池：BOS/FVG/VI 这层 gate 当前仍主要靠砍样本，跨资产与 setup 的结果不够统一，继续给预算不如转向下一条 fresh Scout。
本轮只回答一个问题：FVG / VI retest 这层 zone 语义，能不能在 recent BOS 之上提供额外、而不是仅仅换词包装的 shared continuation gate 价值。
BTC/ETH/SOL 120d 15m 本地 cache，不追新 bar。ema_psar_long、fib_retest_long、breakout_short。base、bos_only、bos_fvg_retest、bos_vi_retest。signal 当根及之前数据 + next-bar open + no-overlap + hold 8 bars。8 根内 confirmed swing 穿越；FVG 用三根 K gap，VI 用一根错位 gap，不偷渡 liquidity sweep / HTF bias / premium-discount 叙事。| setup | base_return | bos_return | fvg_return | vi_return | base_fail4 | bos_fail4 | fvg_fail4 | vi_fail4 | bos_retention | fvg_retention | vi_retention | bos_pos_ratio | fvg_pos_ratio | vi_pos_ratio |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ema_psar_long | -3.68% | -5.46% | -0.11% | 0.00% | 80.95% | 80.57% | 83.33% | - | 54.29% | 6.67% | 0.00% | 33.33% | 66.67% | 0.00% |
| fib_retest_long | 1.17% | -0.10% | 0.28% | 0.00% | 81.82% | 66.67% | 100.00% | - | 33.33% | 9.09% | 0.00% | 66.67% | 66.67% | 0.00% |
| breakout_short | -3.55% | -3.55% | -3.25% | 0.00% | 80.65% | 80.65% | 82.24% | - | 100.00% | 71.19% | 0.00% | 0.00% | 0.00% | 0.00% |
| setup | variant | cost_bps_per_side | mean_total_return | positive_asset_ratio | mean_trades | mean_trade_count_retention | mean_signal_retention | mean_failure_4bars_rate | mean_failure_8bars_rate | mean_winner_truncation_rate | mean_bos_age_bars |
|---|---|---|---|---|---|---|---|---|---|---|---|
| breakout_short | base | 6 | -3.55% | 0.00% | 20.3 | 100.00% | 100.00% | 80.65% | 84.94% | 0.00% | 0.0 |
| breakout_short | bos_fvg_retest | 6 | -3.25% | 0.00% | 14.7 | 71.19% | 71.19% | 82.24% | 86.07% | 35.00% | 0.0 |
| breakout_short | bos_only | 6 | -3.55% | 0.00% | 20.3 | 100.00% | 100.00% | 80.65% | 84.94% | 0.00% | 0.0 |
| breakout_short | bos_vi_retest | 6 | 0.00% | 0.00% | 0.0 | 0.00% | 0.00% | - | - | 100.00% | - |
| ema_psar_long | base | 6 | -3.68% | 33.33% | 35.0 | 100.00% | 100.00% | 80.95% | 86.67% | 0.00% | 0.8 |
| ema_psar_long | bos_fvg_retest | 6 | -0.11% | 66.67% | 2.3 | 6.67% | 6.67% | 83.33% | 83.33% | 91.32% | 3.7 |
| ema_psar_long | bos_only | 6 | -5.46% | 33.33% | 19.0 | 54.29% | 54.29% | 80.57% | 87.50% | 57.35% | 0.8 |
| ema_psar_long | bos_vi_retest | 6 | 0.00% | 0.00% | 0.0 | 0.00% | 0.00% | - | - | 100.00% | - |
| fib_retest_long | base | 6 | 1.17% | 66.67% | 11.0 | 100.00% | 100.00% | 81.82% | 87.88% | 0.00% | 0.8 |
| fib_retest_long | bos_fvg_retest | 6 | 0.28% | 66.67% | 1.0 | 9.09% | 9.09% | 100.00% | 100.00% | 83.81% | 2.5 |
| fib_retest_long | bos_only | 6 | -0.10% | 66.67% | 3.7 | 33.33% | 33.33% | 66.67% | 83.33% | 60.95% | 0.8 |
| fib_retest_long | bos_vi_retest | 6 | 0.00% | 0.00% | 0.0 | 0.00% | 0.00% | - | - | 100.00% | - |
| asset | setup | variant | cost_bps_per_side | base_signals | admitted_signals | trades | trade_count_retention | signal_retention | total_return | avg_net_ret | win_rate | failure_4bars_rate | failure_8bars_rate | winner_truncation_rate | mean_bos_age_bars |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| BTC-USD | breakout_short | base | 6 | 23 | 23 | 23 | 100.00% | 100.00% | -1.42% | -0.06% | 34.78% | 78.26% | 86.96% | 0.00% | 0.0 |
| ETH-USD | breakout_short | base | 6 | 14 | 14 | 14 | 100.00% | 100.00% | -5.05% | -0.37% | 14.29% | 92.86% | 92.86% | 0.00% | 0.0 |
| SOL-USD | breakout_short | base | 6 | 24 | 24 | 24 | 100.00% | 100.00% | -4.18% | -0.17% | 41.67% | 70.83% | 75.00% | 0.00% | 0.0 |
| BTC-USD | breakout_short | bos_fvg_retest | 6 | 23 | 19 | 19 | 82.61% | 82.61% | -3.38% | -0.18% | 31.58% | 84.21% | 89.47% | 25.00% | 0.0 |
| ETH-USD | breakout_short | bos_fvg_retest | 6 | 14 | 9 | 9 | 64.29% | 64.29% | -2.66% | -0.30% | 11.11% | 100.00% | 100.00% | 50.00% | 0.0 |
| SOL-USD | breakout_short | bos_fvg_retest | 6 | 24 | 16 | 16 | 66.67% | 66.67% | -3.70% | -0.23% | 43.75% | 62.50% | 68.75% | 30.00% | 0.0 |
| BTC-USD | breakout_short | bos_only | 6 | 23 | 23 | 23 | 100.00% | 100.00% | -1.42% | -0.06% | 34.78% | 78.26% | 86.96% | 0.00% | 0.0 |
| ETH-USD | breakout_short | bos_only | 6 | 14 | 14 | 14 | 100.00% | 100.00% | -5.05% | -0.37% | 14.29% | 92.86% | 92.86% | 0.00% | 0.0 |
| SOL-USD | breakout_short | bos_only | 6 | 24 | 24 | 24 | 100.00% | 100.00% | -4.18% | -0.17% | 41.67% | 70.83% | 75.00% | 0.00% | 0.0 |
| BTC-USD | breakout_short | bos_vi_retest | 6 | 23 | 0 | 0 | 0.00% | 0.00% | 0.00% | - | - | - | - | 100.00% | - |
| ETH-USD | breakout_short | bos_vi_retest | 6 | 14 | 0 | 0 | 0.00% | 0.00% | 0.00% | - | - | - | - | 100.00% | - |
| SOL-USD | breakout_short | bos_vi_retest | 6 | 24 | 0 | 0 | 0.00% | 0.00% | 0.00% | - | - | - | - | 100.00% | - |
| BTC-USD | ema_psar_long | base | 6 | 35 | 35 | 35 | 100.00% | 100.00% | -1.35% | -0.03% | 48.57% | 80.00% | 82.86% | 0.00% | 1.2 |
| ETH-USD | ema_psar_long | base | 6 | 35 | 35 | 35 | 100.00% | 100.00% | -16.42% | -0.50% | 34.29% | 82.86% | 88.57% | 0.00% | 0.5 |
| SOL-USD | ema_psar_long | base | 6 | 35 | 35 | 35 | 100.00% | 100.00% | 6.73% | 0.21% | 40.00% | 80.00% | 88.57% | 0.00% | 0.7 |
| BTC-USD | ema_psar_long | bos_fvg_retest | 6 | 35 | 2 | 2 | 5.71% | 5.71% | 2.43% | 1.21% | 100.00% | 50.00% | 50.00% | 88.24% | 4.0 |
| ETH-USD | ema_psar_long | bos_fvg_retest | 6 | 35 | 2 | 2 | 5.71% | 5.71% | -6.22% | -3.13% | 0.00% | 100.00% | 100.00% | 100.00% | 2.5 |
| SOL-USD | ema_psar_long | bos_fvg_retest | 6 | 35 | 3 | 3 | 8.57% | 8.57% | 3.47% | 1.15% | 66.67% | 100.00% | 100.00% | 85.71% | 4.7 |
| BTC-USD | ema_psar_long | bos_only | 6 | 35 | 18 | 18 | 51.43% | 51.43% | 4.87% | 0.27% | 50.00% | 72.22% | 77.78% | 47.06% | 1.2 |
| ETH-USD | ema_psar_long | bos_only | 6 | 35 | 20 | 20 | 57.14% | 57.14% | -20.67% | -1.14% | 15.00% | 80.00% | 90.00% | 75.00% | 0.5 |
| SOL-USD | ema_psar_long | bos_only | 6 | 35 | 19 | 19 | 54.29% | 54.29% | -0.57% | -0.00% | 36.84% | 89.47% | 94.74% | 50.00% | 0.7 |
| BTC-USD | ema_psar_long | bos_vi_retest | 6 | 35 | 0 | 0 | 0.00% | 0.00% | 0.00% | - | - | - | - | 100.00% | - |
| ETH-USD | ema_psar_long | bos_vi_retest | 6 | 35 | 0 | 0 | 0.00% | 0.00% | 0.00% | - | - | - | - | 100.00% | - |
| SOL-USD | ema_psar_long | bos_vi_retest | 6 | 35 | 0 | 0 | 0.00% | 0.00% | 0.00% | - | - | - | - | 100.00% | - |
| BTC-USD | fib_retest_long | base | 6 | 11 | 11 | 11 | 100.00% | 100.00% | 2.40% | 0.22% | 63.64% | 90.91% | 90.91% | 0.00% | 0.7 |
| ETH-USD | fib_retest_long | base | 6 | 11 | 11 | 11 | 100.00% | 100.00% | -0.20% | -0.02% | 45.45% | 90.91% | 90.91% | 0.00% | 1.7 |
| SOL-USD | fib_retest_long | base | 6 | 11 | 11 | 11 | 100.00% | 100.00% | 1.30% | 0.12% | 45.45% | 63.64% | 81.82% | 0.00% | 0.0 |
| BTC-USD | fib_retest_long | bos_fvg_retest | 6 | 11 | 2 | 2 | 18.18% | 18.18% | 0.37% | 0.19% | 100.00% | 100.00% | 100.00% | 71.43% | 0.0 |
| ETH-USD | fib_retest_long | bos_fvg_retest | 6 | 11 | 1 | 1 | 9.09% | 9.09% | 0.45% | 0.45% | 100.00% | 100.00% | 100.00% | 80.00% | 5.0 |
| SOL-USD | fib_retest_long | bos_fvg_retest | 6 | 11 | 0 | 0 | 0.00% | 0.00% | 0.00% | - | - | - | - | 100.00% | - |
| BTC-USD | fib_retest_long | bos_only | 6 | 11 | 6 | 6 | 54.55% | 54.55% | 0.60% | 0.10% | 66.67% | 83.33% | 83.33% | 42.86% | 0.7 |
| ETH-USD | fib_retest_long | bos_only | 6 | 11 | 3 | 3 | 27.27% | 27.27% | 0.31% | 0.11% | 66.67% | 66.67% | 66.67% | 60.00% | 1.7 |
| SOL-USD | fib_retest_long | bos_only | 6 | 11 | 2 | 2 | 18.18% | 18.18% | -1.22% | -0.61% | 50.00% | 50.00% | 100.00% | 80.00% | 0.0 |
| BTC-USD | fib_retest_long | bos_vi_retest | 6 | 11 | 0 | 0 | 0.00% | 0.00% | 0.00% | - | - | - | - | 100.00% | - |
| ETH-USD | fib_retest_long | bos_vi_retest | 6 | 11 | 0 | 0 | 0.00% | 0.00% | 0.00% | - | - | - | - | 100.00% | - |
| SOL-USD | fib_retest_long | bos_vi_retest | 6 | 11 | 0 | 0 | 0.00% | 0.00% | 0.00% | - | - | - | - | 100.00% | - |
| setup | variant | bucket | mean_total_return | positive_asset_ratio | mean_trades |
|---|---|---|---|---|---|
| breakout_short | base | bucket_1 | 1.98% | 66.67% | 7.7 |
| breakout_short | base | bucket_2 | -1.58% | 33.33% | 5.3 |
| breakout_short | base | bucket_3 | -3.81% | 0.00% | 7.3 |
| breakout_short | bos_fvg_retest | bucket_1 | 1.21% | 66.67% | 5.7 |
| breakout_short | bos_fvg_retest | bucket_2 | -1.51% | 33.33% | 4.0 |
| breakout_short | bos_fvg_retest | bucket_3 | -2.90% | 0.00% | 5.0 |
| breakout_short | bos_only | bucket_1 | 1.98% | 66.67% | 7.7 |
| breakout_short | bos_only | bucket_2 | -1.58% | 33.33% | 5.3 |
| breakout_short | bos_only | bucket_3 | -3.81% | 0.00% | 7.3 |
| ema_psar_long | base | bucket_1 | -5.33% | 33.33% | 10.3 |
| ema_psar_long | base | bucket_2 | -1.09% | 33.33% | 12.3 |
| ema_psar_long | base | bucket_3 | 3.09% | 33.33% | 12.3 |
| ema_psar_long | bos_fvg_retest | bucket_1 | 0.28% | 66.67% | 1.0 |
| ema_psar_long | bos_fvg_retest | bucket_2 | 0.70% | 50.00% | 1.0 |
| ema_psar_long | bos_fvg_retest | bucket_3 | -1.32% | 50.00% | 1.0 |
| ema_psar_long | bos_only | bucket_1 | -5.03% | 33.33% | 6.0 |
| ema_psar_long | bos_only | bucket_2 | -1.80% | 33.33% | 7.0 |
| ema_psar_long | bos_only | bucket_3 | 1.18% | 66.67% | 6.0 |
| fib_retest_long | base | bucket_1 | 1.01% | 66.67% | 4.3 |
| fib_retest_long | base | bucket_2 | -0.18% | 33.33% | 4.3 |
| fib_retest_long | base | bucket_3 | 0.36% | 66.67% | 2.3 |
| fib_retest_long | bos_fvg_retest | bucket_1 | 0.25% | 100.00% | 1.0 |
| fib_retest_long | bos_fvg_retest | bucket_2 | 0.33% | 100.00% | 1.0 |
| fib_retest_long | bos_only | bucket_1 | 0.25% | 100.00% | 1.0 |
| fib_retest_long | bos_only | bucket_2 | 0.08% | 66.67% | 2.0 |
| fib_retest_long | bos_only | bucket_3 | -0.34% | 33.33% | 1.0 |